GC40.DE vs. EUPE.DE
GC40.DE (Amundi CAC 40 ESG UCITS ETF - EUR) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - GC40.DE tracks the CAC 40® ESG while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, GC40.DE returned 9.36%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.85 suggests significant overlap in exposure. GC40.DE charges 0.25%/yr vs 0.65%/yr for EUPE.DE.
Performance
GC40.DE vs. EUPE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GC40.DE achieves a 0.95% return, which is significantly lower than EUPE.DE's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with GC40.DE having a 9.36% annualized return and EUPE.DE not far behind at 8.97%.
GC40.DE
- 1D
- 1.36%
- 1M
- 3.87%
- YTD
- 0.95%
- 6M
- 1.40%
- 1Y
- 5.23%
- 3Y*
- 7.56%
- 5Y*
- 7.78%
- 10Y*
- 9.36%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
GC40.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GC40.DE Amundi CAC 40 ESG UCITS ETF - EUR | 0.95% | 15.22% | 2.62% | 20.63% | -8.91% | 30.85% | -4.80% | 32.50% | -9.74% | 13.31% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between GC40.DE and EUPE.DE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.85 |
Over the past year, the correlation between GC40.DE and EUPE.DE has dropped to 0.64 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
GC40.DE vs. EUPE.DE — Risk / Return Rank
GC40.DE
EUPE.DE
GC40.DE vs. EUPE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi CAC 40 ESG UCITS ETF - EUR (GC40.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| GC40.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 4.19 | -3.78 |
| Martin ratioReturn relative to average drawdown | 1.24 | 11.50 | -10.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GC40.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 2.17 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.65 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.60 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.46 | -0.02 |
Drawdowns
GC40.DE vs. EUPE.DE - Drawdown Comparison
The maximum GC40.DE drawdown since its inception was -38.73%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for GC40.DE and EUPE.DE.
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Drawdown Indicators
| GC40.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.73% | -32.64% | -6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -12.68% | -5.82% | -6.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.90% | -15.63% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.17% | -15.63% | -6.54% |
Max Drawdown (10Y)Largest decline over 10 years | -38.73% | -32.64% | -6.09% |
Current DrawdownCurrent decline from peak | -2.92% | -3.04% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -6.59% | -4.95% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.22% | 2.13% | +2.09% |
Volatility
GC40.DE vs. EUPE.DE - Volatility Comparison
Amundi CAC 40 ESG UCITS ETF - EUR (GC40.DE) has a higher volatility of 4.84% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that GC40.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GC40.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 3.64% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.50% | 8.56% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 11.27% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 13.17% | +3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 14.99% | +2.97% |
GC40.DE vs. EUPE.DE - Expense Ratio Comparison
GC40.DE has a 0.25% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
GC40.DE vs. EUPE.DE - Dividend Comparison
Neither GC40.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
GC40.DE and EUPE.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GC40.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GC40.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for EUPE.DE.
GC40.DE tracks CAC 40® ESG, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.25% for GC40.DE and 0.65% for EUPE.DE.
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